CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3959 |
1.4300 |
0.0341 |
2.4% |
1.4695 |
| High |
1.4214 |
1.4339 |
0.0125 |
0.9% |
1.4695 |
| Low |
1.3959 |
1.4170 |
0.0211 |
1.5% |
1.3618 |
| Close |
1.4139 |
1.4235 |
0.0096 |
0.7% |
1.3755 |
| Range |
0.0255 |
0.0169 |
-0.0086 |
-33.7% |
0.1077 |
| ATR |
0.0262 |
0.0257 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
39 |
51 |
12 |
30.8% |
709 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4755 |
1.4664 |
1.4328 |
|
| R3 |
1.4586 |
1.4495 |
1.4281 |
|
| R2 |
1.4417 |
1.4417 |
1.4266 |
|
| R1 |
1.4326 |
1.4326 |
1.4250 |
1.4287 |
| PP |
1.4248 |
1.4248 |
1.4248 |
1.4229 |
| S1 |
1.4157 |
1.4157 |
1.4220 |
1.4118 |
| S2 |
1.4079 |
1.4079 |
1.4204 |
|
| S3 |
1.3910 |
1.3988 |
1.4189 |
|
| S4 |
1.3741 |
1.3819 |
1.4142 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7254 |
1.6581 |
1.4347 |
|
| R3 |
1.6177 |
1.5504 |
1.4051 |
|
| R2 |
1.5100 |
1.5100 |
1.3952 |
|
| R1 |
1.4427 |
1.4427 |
1.3854 |
1.4225 |
| PP |
1.4023 |
1.4023 |
1.4023 |
1.3922 |
| S1 |
1.3350 |
1.3350 |
1.3656 |
1.3148 |
| S2 |
1.2946 |
1.2946 |
1.3558 |
|
| S3 |
1.1869 |
1.2273 |
1.3459 |
|
| S4 |
1.0792 |
1.1196 |
1.3163 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5057 |
|
2.618 |
1.4781 |
|
1.618 |
1.4612 |
|
1.000 |
1.4508 |
|
0.618 |
1.4443 |
|
HIGH |
1.4339 |
|
0.618 |
1.4274 |
|
0.500 |
1.4255 |
|
0.382 |
1.4235 |
|
LOW |
1.4170 |
|
0.618 |
1.4066 |
|
1.000 |
1.4001 |
|
1.618 |
1.3897 |
|
2.618 |
1.3728 |
|
4.250 |
1.3452 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4255 |
1.4164 |
| PP |
1.4248 |
1.4093 |
| S1 |
1.4242 |
1.4022 |
|